+671.3%
MSI vs PFG
+189.4%
+481.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +7.7% | -2.2% | +9.9% | +8.4% |
| 30D | +19.9% | +6.4% | +13.6% | +17.3% |
| 3M | +14.9% | +2.2% | +12.7% | +13.7% |
| 6M | +37.2% | +16.3% | +21.0% | +29.9% |
| YTD | +40.8% | +33.2% | +7.5% | +26.7% |
| 1Y | +38.1% | +40.6% | -2.5% | +21.9% |
| 3Y | +77.7% | +83.3% | -5.7% | +39.9% |
| 5Y | +129.0% | +97.7% | +31.3% | +72.7% |
| 10Y | +671.3% | +189.9% | +481.4% | +343.5% |
| All | +671.3% | +189.4% | +481.9% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling